Abstract
We consider sequential tests with parabolic stopping boundary for the hypothesis that the drift of a Wiener process is positive. Formulas are derived for the power and expected sample size. The performance of minimax parabolic tests is compared with that of other tests considered in the literature.
Citation
Brooks Ferebee. "Tests with Parabolic Boundary for the Drift of a Wiener Process." Ann. Statist. 10 (3) 882 - 894, September, 1982. https://doi.org/10.1214/aos/1176345878
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